#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Indexes;
using Cephei.QL.Termstructures;
using Cephei.QL.Times;
namespace Cephei.QL.Instruments
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("238CA636-F090-4f4a-AE6B-5BCA9812517A"),ComVisible(true)]
	public interface IForwardRateAgreement : Cephei.QL.Instruments.IForward
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.IInterestRate ForwardRate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IsExpired {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime SettlementDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SpotIncome(Cephei.QL.Termstructures.IYieldTermStructure incomeDiscountCurve);
        /// <summary> 
		/// In theory, no need to implement this for a FRA (could directly supply a forwardValue). For the sake of keeping a consistent framework, we adhere to the concept of the forward contract as defined in the base class, with an underlying having a spotPrice (in this case, a loan or deposit with an NPV). Thus, spotValue() is defined here.
		/// </summary>
		 Double SpotValue {get;}
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IForwardRateAgreement_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IForwardRateAgreement Create (DateTime valueDate, DateTime maturityDate, QL.Position.TypeEnum type, Double strikeForwardRate, Double notionalAmount, Cephei.QL.Indexes.IIborIndex index, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> discountCurve, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

